A5045888621- Complex Systems and Time Series Analysis
- Random Matrices and Applications
- Sepsis Diagnosis and Treatment
- Advanced Mathematical Theories and Applications
- Stochastic processes and statistical mechanics
- Matrix Theory and Algorithms
- Immune Response and Inflammation
- Blind Source Separation Techniques
- Financial Risk and Volatility Modeling
- Respiratory Support and Mechanisms
Capital Group (United States)
2022-2024
University of California, Irvine
2015-2020
The inflammatory responseaims to restore homeostasis by means of removing a biological stress, such as an invading bacterial pathogen.In cases acute systemic inflammation, the possibility collateral tissuedamage arises, which leads necessary down-regulation response.A reduced ordinary differential equations (ODE) model inflammation was presented and investigated in [10]. That system contains multiple positive negative feedback loops is highly coupled nonlinear ODE. implementation predictive...
This paper examines the use of random matrix theory as it has been applied to model large financial datasets, especially for purpose estimating bias inherent in Mean-Variance portfolio allocation when a sample covariance is substituted true underlying covariance. Such problems were observed and modeled seminal work Laloux et al. [Noise dressing correlation matrices. Phys. Rev. Lett., 1999, 83, 1467] rigorously proved by Bai [Enhancement applicability Markowitz's optimization utilizing...
Abstract We prove the existence of joint limiting spectral distributions for families random sample covariance matrices modeled on fluctuations discretized Lévy processes. These models were first considered in applications matrix theory to financial data, where datasets exhibit both strong multicollinearity and non-normality. When underlying process is non-Gaussian, we show that are distinct from Marčenko–Pastur. In context operator-valued free probability, it shown algebras generated by...
This article develops a rectangular version of Male’s theory traffic probability, in which an algebra is equipped with trace evaluated on arbitrary graphs whose edges are labeled by elements and vertices subspaces. Using the language distributions, we characterize asymptotic behavior independent families random matrices bi-permutation invariant. In process, take tour non-commutative probabilities their matrix models. Special attention paid to or exchangeable entries, including existence...